There should be consequences for failed rolls, but not excruciatingp consequences. I once fought a badly designed encounter where I couldn't roll above a 4, so I kept missing. Trouble was, the monster hardly did any damage with its attacks (they mostly stunned, which made my rolls even worse, as I missed half my turns). So this combat went on 20 rounds of practically nothing happening. I've always said about it, "At least the damn thing should have killed me! Put me out of my misery!"